+1,934.0%
VRT vs MTZ
+291.0%
+1,643.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.4% | -2.9% |
| 7D | +10.5% | +5.0% | +5.5% | +7.9% |
| 30D | -9.3% | -6.0% | -3.3% | -6.1% |
| 3M | -29.6% | -36.1% | +6.5% | -10.8% |
| 6M | -45.4% | -56.9% | +11.5% | -16.6% |
| YTD | +24.8% | -15.9% | +40.7% | +35.7% |
| 1Y | +23.6% | -3.8% | +27.5% | +26.1% |
| 3Y | +379.7% | +272.3% | +107.4% | +196.0% |
| 5Y | +660.3% | +91.1% | +569.3% | +478.8% |
| All | +1,934.0% | +291.0% | +1,643.0% | +889.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling